+37.0%
MDT vs DVN
+69.2%
-32.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.4% | +4.5% | -7.9% | -4.0% |
| 30D | +0.2% | +12.0% | -11.8% | -1.5% |
| 3M | +14.3% | +13.4% | +0.9% | +12.0% |
| 6M | +4.0% | +12.1% | -8.1% | +1.7% |
| YTD | -3.7% | +38.8% | -42.5% | -9.0% |
| 1Y | -0.4% | +46.0% | -46.4% | -6.8% |
| 3Y | +23.3% | +9.5% | +13.8% | +18.6% |
| 5Y | -18.9% | +125.3% | -144.1% | -32.9% |
| All | +37.0% | +69.2% | -32.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling